def test_one_hot_encode(self):
df = loader.load(date(2020, 1, 1), date(2020, 3, 1), geo,
[country_code, population])
df = imputer.impute(df)
df = encoders.OneHotEncoder(COUNTRY_NAME).fit_transform(df)
self.assertIn(f"{COUNTRY_NAME}_ohe_Germany", df.columns)
df.info()
def test_hash_encode(self):
df = loader.load(date(2020, 1, 1), date(2020, 3, 1), geo,
[country_code, population])
df = imputer.impute(df)
df = encoders.HashEncoder(COUNTRY_NAME, 8).fit_transform(df)
self.assertIn(f"{COUNTRY_NAME}_hash_0", df.columns)
df.info()
def test_cyclical_encode(self):
df = loader.load(date(2020, 1, 1), date(2020, 3, 1), geo,
[country_code, population])
df = imputer.impute(df)
df[DAY_OF_WEEK] = df[DAY_OF_WEEK] / 7.0
df = encoders.CyclicalEncoder(DAY_OF_WEEK).fit_transform(df)
self.assertIn(f"{DAY_OF_WEEK}_sin", df.columns)
self.assertIn(f"{DAY_OF_WEEK}_cos", df.columns)
def test_end_date_after_expansion_window(self):
start_date = date(2020, 1, 10)
end_date = date(2020, 1, 11)
imputation_window_start_date = date(2020, 1, 1)
imputation_window_end_date = date(2020, 1, 8)
df = loader.load(start_date, end_date, imputation_window_start_date,
imputation_window_end_date, geo.module,
[country_code.module, working_day.module])
df.info()
print(df[[COUNTRY_CODE, DATE]].head(10))
# verify the date merging worked properly, for the given date range
self.assertEqual(df[DATE].min(), start_date)
self.assertEqual(df[DATE].max(), end_date)
def test_loader(self):
start_date = date(2020, 1, 1)
end_date = date(2020, 12, 31)
imputation_window_start_date = date(2020, 1, 1)
imputation_window_end_date = date(2020, 12, 31)
df = loader.load(
start_date, end_date, imputation_window_start_date,
imputation_window_end_date, geo.module, [
country_code.module, continent.module, population.module,
age_dist.module, temperatures.module, oxford.module,
working_day.module
])
# verify the date merging worked properly, for the given date range
self.assertEqual(df[DATE].min(), start_date)
self.assertEqual(df[DATE].max(), end_date)
df.info()
def test_bloom_filter_encode(self):
df = loader.load(date(2020, 1, 1), date(2020, 3, 1), geo,
[country_code, population])
df = imputer.impute(df)
df = encoders.BloomFilterEncoder(COUNTRY_NAME, 3, 31).fit_transform(df)
self.assertIn(f"{COUNTRY_NAME}_bloom_0", df.columns)
def test_polynomial_encode(self):
df = loader.load(date(2020, 1, 1), date(2020, 3, 1), geo,
[country_code, population])
df = imputer.impute(df)
df = encoders.PolynomialEncoder(COUNTRY_NAME).fit_transform(df)
self.assertIn(f"{COUNTRY_NAME}_poly_0", df.columns)
def test_helmert_contrast_encode(self):
df = loader.load(date(2020, 1, 1), date(2020, 3, 1), geo,
[country_code, population])
df = imputer.impute(df)
df = encoders.HelmertContrastEncoder(COUNTRY_NAME).fit_transform(df)
self.assertIn(f"{COUNTRY_NAME}_helmert_0", df.columns)
def test_backward_difference_encode(self):
df = loader.load(date(2020, 1, 1), date(2020, 3, 1), geo,
[country_code, population])
df = imputer.impute(df)
df = encoders.BackwardDifferenceEncoder(COUNTRY_NAME).fit_transform(df)
self.assertIn(f"{COUNTRY_NAME}_bde_0", df.columns)
def test_sum_encoder(self):
df = loader.load(date(2020, 1, 1), date(2020, 12, 31), geo,
[country_code, population])
df = imputer.impute(df)
df = encoders.SumEncoder(COUNTRY_NAME).fit_transform(df)
self.assertIn(f"{COUNTRY_NAME}_sum_0", df.columns)
def test_sklearn_pipeline(self):
# load the dataset
start_date = date(2020, 1, 1)
end_date = date(2021, 1, 3)
imputation_window_start_date = date(2019, 1, 1)
imputation_window_end_date = end_date
df = loader.load(
start_date, end_date, imputation_window_start_date,
imputation_window_end_date, geo.module, [
country_code.module, continent.module, population.module,
age_distribution.module, temperatures.module,
oxford_data.module, working_day.module
])
# derive the label columns, and move new cases to the front
info('calculating label')
df = df.groupby(GEO_CODE).apply(
self.determine_new_cases).reset_index(drop=True)
df = df.groupby(GEO_CODE).apply(lambda group: group_add_ma_a(
group, PREDICTED_NEW_CASES)).reset_index(drop=True)
df = df.groupby(GEO_CODE).apply(lambda group: group_add_ma_b(
group, PREDICTED_NEW_CASES)).reset_index(drop=True)
df = df.groupby(GEO_CODE).apply(lambda group: group_add_ma_c(
group, PREDICTED_NEW_CASES)).reset_index(drop=True)
df = df.groupby(GEO_CODE).apply(lambda group: group_add_ma_a(
group, CONFIRMED_CASES)).reset_index(drop=True)
df = df.groupby(GEO_CODE).apply(lambda group: group_add_ma_b(
group, CONFIRMED_CASES)).reset_index(drop=True)
df = df.groupby(GEO_CODE).apply(lambda group: group_add_ma_c(
group, CONFIRMED_CASES)).reset_index(drop=True)
df = df.groupby(GEO_CODE).apply(lambda group: add_working_day_tomorrow(
group)).reset_index(drop=True)
df = df.groupby(GEO_CODE).apply(
lambda group: add_working_day_yesterday(group)).reset_index(
drop=True)
# move the label to the front
df = transform_column_order(df)
# create the pipeline
info('creating pipeline')
pipeline = Pipeline([
(
'features',
FeatureUnion([
# geographic location
nominal(CONTINENT),
nominal(COUNTRY_CODE),
# it is important to have the geo code, to help distinguish from different countries with no regions,
# otherwise, if we only use a region code, all countries have the same 0 value. This way, we do not
# need to rely on the algorithm determining this from the combo of country + region. we make it explicit
nominal(GEO_CODE),
# case information
numeric(PREDICTED_NEW_CASES + SUFFIX_MA_A),
numeric(PREDICTED_NEW_CASES + SUFFIX_MA_B),
numeric(PREDICTED_NEW_CASES + SUFFIX_MA_C),
numeric(CONFIRMED_CASES),
numeric(CONFIRMED_CASES + SUFFIX_MA_A),
numeric(CONFIRMED_CASES + SUFFIX_MA_B),
numeric(CONFIRMED_CASES + SUFFIX_MA_C),
# non-pharmaceutical interventions
numeric(C1),
numeric(C2),
numeric(C3),
numeric(C4),
numeric(C5),
numeric(C6),
numeric(C7),
numeric(C8),
numeric(H1),
numeric(H2),
numeric(H3),
numeric(H6),
# country and regional information
numeric(AGE_DISTRIBUTION_1),
numeric(AGE_DISTRIBUTION_2),
numeric(AGE_DISTRIBUTION_3),
numeric(AGE_DISTRIBUTION_4),
numeric(AGE_DISTRIBUTION_5),
numeric(GDP_PER_CAPITA),
numeric(OBESITY_RATE),
numeric(POPULATION),
numeric(POPULATION_DENSITY),
numeric(POPULATION_PERCENT_URBAN),
numeric(PNEUMONIA_DEATHS_PER_100K),
numeric(SPECIFIC_HUMIDITY),
numeric(TEMPERATURE),
numeric(WORKING_DAY),
numeric(WORKING_DAY + '_tomorrow'),
numeric(WORKING_DAY + '_yesterday'),
# date/time fields
# numeric(DATE),
# numeric(DAY_OF_MONTH),
nominal(DAY_OF_WEEK),
numeric(DAY_OF_YEAR),
# numeric(WEEK),
# numeric(MONTH),
# numeric(QUARTER),
# numeric(YEAR)
])),
('estimator',
SGDRegressor(max_iter=10000,
early_stopping=True,
n_iter_no_change=2000,
shuffle=True))
])
info('getting train/val/test split')
train, val, test = split(df, 30, 1)
train_x, train_y, validation_x, validation_y, test_x, test_y = (
train.iloc[:, 1:], train.iloc[:, :1], val.iloc[:, 1:],
val.iloc[:, :1], test.iloc[:, 1:], test.iloc[:, :1])
# split our dataset
"""
Best so far:
-1009.1139305621175
{'estimator__alpha': 0.0004, 'estimator__epsilon': 0.0075,
'estimator__learning_rate': 'adaptive', 'estimator__loss': 'squared_epsilon_insensitive'}
"""
parameters = {
'estimator__alpha': [0.0003, 0.0004, 0.0006],
'estimator__epsilon': [0.004, 0.008, 0.017],
'estimator__loss': ['huber', 'squared_epsilon_insensitive'],
# ['squared_loss', 'huber', 'epsilon_insensitive', 'squared_epsilon_insensitive'],
'estimator__learning_rate':
['invscaling',
'adaptive'] # ['invscaling', 'adaptive', 'optimal', 'constant']
}
grid = GridSearchCV(pipeline,
param_grid=parameters,
cv=5,
scoring='neg_root_mean_squared_error',
n_jobs=10,
verbose=10)
grid.fit(train_x, train_y.values.ravel())
print("score A = %3.2f" %
(grid.score(validation_x, validation_y.values.ravel())))
print("score C = %3.2f" % (grid.best_estimator_.score(
validation_x, validation_y.values.ravel())))
print(grid.best_score_)
print(grid.best_params_)
